+23.4%
USFD vs VYM
+18.5%
+5.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -8.0% | -1.9% | -6.1% | -6.7% |
| 30D | -13.1% | -2.6% | -10.5% | -11.4% |
| 3M | +6.5% | +3.6% | +2.9% | +3.7% |
| 6M | +5.7% | +8.7% | -2.9% | -0.9% |
| YTD | +27.5% | +14.1% | +13.4% | +12.7% |
| 1Y | +23.4% | +17.8% | +5.6% | +4.6% |
| All | +23.4% | +18.5% | +5.0% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling